Math anxiety – negative feelings towards math – is hypothesized to be associated with the avoidance of math-related activities such as taking math courses and pursuing STEM careers. Surprisingly, however, there is little experimental evidence for the math anxiety-avoidance link. Such evidence is important for formulating how to break this relation. Here, we hypothesize that math avoidance emerges when one perceives the costs of effortful math engagement to outweigh its benefits and that this perception depends on individual differences in math anxiety. To test this, we developed an effort-based decision-making task in which participants chose between solving easy, low-reward problems and hard, high-reward problems in both math and non-math contexts. Higher levels of math anxiety were associated with a tendency to select easier, low-reward problems over harder, high-reward math (but not word) problems. Addressing this robust math anxiety-avoidance link has the potential to increase interest and success in STEM fields.